+839.3%
EMR vs DLR
+3,477.6%
-2,638.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.2% |
| 30D | +2.8% | +0.5% | +2.3% | +2.6% |
| 3M | +2.0% | -4.4% | +6.4% | +3.4% |
| 6M | +20.7% | -6.4% | +27.2% | +22.9% |
| YTD | +27.3% | +19.5% | +7.8% | +19.1% |
| 1Y | +31.0% | +10.5% | +20.5% | +25.8% |
| 3Y | +103.6% | +54.0% | +49.6% | +72.0% |
| 5Y | +88.6% | +39.7% | +48.9% | +60.3% |
| 10Y | +280.6% | +189.5% | +91.1% | +138.5% |
| All | +839.3% | +3,477.6% | -2,638.3% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling